Last Update: 31 July 2022
The Alpha Architect Robust Portfolio obtained a 8.33% compound annual return, with a 11.01% standard deviation, in the last 30 Years.
The US Stocks Portfolio obtained a 10.00% compound annual return, with a 15.09% standard deviation, in the last 30 Years.
Summary
| Alpha Architect Robust Portfolio | US Stocks Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 70% | 100% |
| Fixed Income | 20% | 0% | |
| Commodities | 10% | 0% | |
| 30 Years Stats | Return | +8.33% | +10.00% |
| Std Dev | 11.01% | 15.09% | |
| Max Drawdown | -45.15% | -50.84% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from January 1992
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Alpha Architect Robust Portfolio | +5.28 | -3.22 | -4.73 | +7.00 | +7.49 | +8.33 | +8.32 |
| US Stocks Portfolio | +9.35 | -8.42 | -7.75 | +12.11 | +13.43 | +10.00 | +9.90 |
Capital Growth as of Jul 31, 2022
Alpha Architect Robust Portfolio: an investment of 1000$, since August 1992, now would be worth 11041.04$, with a total return of 1004.10% (8.33% annualized).
US Stocks Portfolio: an investment of 1000$, since August 1992, now would be worth 17465.33$, with a total return of 1646.53% (10.00% annualized).
Alpha Architect Robust Portfolio: an investment of 1000$, since January 1992, now would be worth 11520.05$, with a total return of 1052.01% (8.32% annualized).
US Stocks Portfolio: an investment of 1000$, since January 1992, now would be worth 17940.89$, with a total return of 1694.09% (9.90% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
Alpha Architect Robust Portfolio |
US Stocks Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -50.84% | Nov 2007 | Feb 2009 | |||
| -45.15% | Nov 2007 | Feb 2009 | |||
| -43.94% | Sep 2000 | Sep 2002 | |||
| -21.32% | Jan 2022 | Jun 2022 | |||
| -20.84% | Jan 2020 | Mar 2020 | |||
| -19.45% | Jan 2020 | Mar 2020 | |||
| -17.57% | Jul 1998 | Aug 1998 | |||
| -14.59% | May 2011 | Sep 2011 | |||
| -14.20% | Oct 2018 | Dec 2018 | |||
| -13.06% | Feb 2001 | Sep 2002 | |||
| -12.88% | Sep 2018 | Dec 2018 | |||
| -12.65% | Nov 2021 | Jun 2022 | |||
| -12.38% | Apr 1998 | Aug 1998 | |||
| -10.26% | Jun 2015 | Feb 2016 | |||
| -8.84% | Jun 2015 | Sep 2015 | |||
| -8.44% | Apr 2000 | May 2000 | |||
| -7.43% | Feb 1994 | Jun 1994 | |||
| -6.82% | Apr 2012 | May 2012 | |||
| -6.45% | May 2019 | May 2019 | |||
| -6.42% | Jul 1999 | Sep 1999 | |||
Drawdown comparison chart since January 1992.
Alpha Architect Robust Portfolio |
US Stocks Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -50.84% | Nov 2007 | Feb 2009 | |||
| -45.15% | Nov 2007 | Feb 2009 | |||
| -43.94% | Sep 2000 | Sep 2002 | |||
| -21.32% | Jan 2022 | Jun 2022 | |||
| -20.84% | Jan 2020 | Mar 2020 | |||
| -19.45% | Jan 2020 | Mar 2020 | |||
| -17.57% | Jul 1998 | Aug 1998 | |||
| -14.59% | May 2011 | Sep 2011 | |||
| -14.20% | Oct 2018 | Dec 2018 | |||
| -13.06% | Feb 2001 | Sep 2002 | |||
| -12.88% | Sep 2018 | Dec 2018 | |||
| -12.65% | Nov 2021 | Jun 2022 | |||
| -12.38% | Apr 1998 | Aug 1998 | |||
| -10.26% | Jun 2015 | Feb 2016 | |||
| -8.84% | Jun 2015 | Sep 2015 | |||
| -8.44% | Apr 2000 | May 2000 | |||
| -7.43% | Feb 1994 | Jun 1994 | |||
| -6.82% | Apr 2012 | May 2012 | |||
| -6.45% | May 2019 | May 2019 | |||
| -6.42% | Jul 1999 | Sep 1999 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1992.
| Year | Alpha Architect Robust Portfolio | US Stocks Portfolio |
|---|---|---|
| 2022 |
-7.69% | -13.97% |
| 2021 |
+15.71% | +25.67% |
| 2020 |
+9.55% | +21.03% |
| 2019 |
+22.11% | +30.67% |
| 2018 |
-7.40% | -5.21% |
| 2017 |
+14.23% | +21.21% |
| 2016 |
+7.34% | +12.83% |
| 2015 |
-2.97% | +0.36% |
| 2014 |
+4.41% | +12.54% |
| 2013 |
+18.23% | +33.45% |
| 2012 |
+13.25% | +16.45% |
| 2011 |
+0.76% | +0.97% |
| 2010 |
+17.52% | +17.42% |
| 2009 |
+20.28% | +28.89% |
| 2008 |
-30.92% | -36.98% |
| 2007 |
+5.28% | +5.37% |
| 2006 |
+16.14% | +15.69% |
| 2005 |
+9.03% | +6.31% |
| 2004 |
+16.21% | +12.79% |
| 2003 |
+29.60% | +30.75% |
| 2002 |
-1.83% | -20.47% |
| 2001 |
-5.48% | -10.97% |
| 2000 |
+9.35% | -10.57% |
| 1999 |
+12.94% | +23.81% |
| 1998 |
+7.93% | +23.26% |
| 1997 |
+15.26% | +30.99% |
| 1996 |
+17.80% | +20.96% |
| 1995 |
+24.75% | +35.79% |
| 1994 |
-1.20% | -0.17% |
| 1993 |
+16.81% | +10.62% |
| 1992 |
+9.58% | +9.11% |